A general comparison theorem for backward stochastic differential equations (Q3059700): Difference between revisions

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Latest revision as of 13:17, 3 July 2024

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A general comparison theorem for backward stochastic differential equations
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    A general comparison theorem for backward stochastic differential equations (English)
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    26 November 2010
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    BSDE
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    comparison theorem
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    nonlinear expectation
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    dynamic risk measure
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